Noam

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  • in reply to: Strategy: Global Market Rotation Strategy #15361
    Noam
    Participant

    Alexander, thank you for the quick response. You say that you are “changing all former strategies into this new Adaptive Allocation algorithm”. Does this mean that strategies which used to select 1 ETF such as the Max Yield, Global Market, and Global Market Enhanced, will now select the top 2 ETF’s?

    in reply to: Strategy: Global Market Rotation Strategy #15304
    Noam
    Participant

    In your performance spreadsheet, you show two positions MDY (50%) and EDV (50%) for the date of 10/31/14 thru 11/28/14. Your stated rules indicate that you would be invested in the top-ranked position. On that date, my calculations indicated that MDY was the top ranked ETF. Why did you change the rules and use two positions instead of one? I know you use money management, but I thought money management referred to an investment of a certain percentage into the top ranked fund plus a percentage into cash ie (MDY (50%) and CASH (50%) or MDY (70%) and CASH (30%) etc, not an investment into the top 2 ranked funds. Could you please explain this, and when do you use the top two ranked ETF’s instead of the top ranked ETF?

    Thank you.

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